Paris-Princeton Lectures on Mathematical Finance 2002 [electronic resource] /

The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.

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Bibliographic Details
Main Authors: Bank, Peter. author., Föllmer, Hans. author., Baudoin, Fabrice. author., Rogers, L.C.G. author., Soner, H. Mete. author., Touzi, Nizar. author., SpringerLink (Online service)
Format: Texto biblioteca
Language:eng
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2003
Subjects:Mathematics., Game theory., Economics, Mathematical., Probabilities., Quantitative Finance., Game Theory, Economics, Social and Behav. Sciences., Probability Theory and Stochastic Processes.,
Online Access:http://dx.doi.org/10.1007/b12041
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